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The relationship between gold and brent crude oil prices : an unrestricted vector autoregression approach

Pruchnicka-Grabias, Izabela - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 276-282

Persistent link: https://www.econbiz.de/10012623575

The sovereign credit default swap market : is there anything to be afraid of? : a comparison of selected Central and Western European economies

Kliber, Agata - In: Argumenta oeconomica 43 (2019) 2, pp. 137-167

Persistent link: https://www.econbiz.de/10012284881

Electricity consumption and economic growth nexus in the Republic of Benin

Dossou, Toyo Amegnonna Marcel - In: SocioEconomic challenges : SEC 3 (2019) 2, pp. 63-69

Persistent link: https://www.econbiz.de/10012115089

Does twitter predict Bitcoin?

Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: Economics letters 174 (2019), pp. 118-122

Persistent link: https://www.econbiz.de/10012121051

"Indian stock market volatility" : a study of inter-linkages and spillover effects

Nandy, Suparna; Chattopadhyay, Arup Kumar - In: Journal of emerging market finance 18 (2019) 2, pp. 183-212

Persistent link: https://www.econbiz.de/10012121509

Testing the twin deficit hypothesis : evidence from the Republic of North Macedonia

Bucevska, Vesna - In: Business systems research : a system view accross … 11 (2020) 3, pp. 45-62

and applied several econometrics methods: the Granger causality, a vector autoregressive (VAR) and a vector error …

Persistent link: https://www.econbiz.de/10012414405

The ides of March : did Italian Covid-19 crisis fuel US economic policy uncertainty?

Garafas, Georgios; Dimitriou, Dimitrios - In: Economia internazionale 73 (2020) 4, pp. 511-524

Persistent link: https://www.econbiz.de/10012421322

Granger causality test for the government's capital expenditures on the GDP of the Republic North Macedonia in VAR environment

Ivanovski, Zoran; Narashanov, Zoran; Korunovska, Vesna - In: UTMS journal of economics / University of Tourism and … 11 (2020) 2, pp. 183-201

In this paper, we test Granger causality in VAR environment of the State Budget's capital expenditures on the GDP … capital expenditures on the GDP by using econometric model of the Granger causality in VAR environment in order to determine …

Persistent link: https://www.econbiz.de/10012428026

Current account targeting hypothesis versus twin deficit hypothesis : the EMU experience of Portugal

Afonso, António; Coelho, José Carlos - 2021

We study the relationship between the government budget balance and the current account balance for Portugal, using quarterly data from 1999 to 2019. On the one hand, the causality tests find a unidirectional relation running from the current account balance to the government budget balance. On...

Persistent link: https://www.econbiz.de/10012595472

Effects of crude oil prices on copper and maize prices

Kaulu, Byrne - In: Future Business Journal 7 (2021), pp. 1-15

This study explains the effects of crude oil prices on copper and maize prices. Vector autoregressive and vector error correction models are used to study the relationship between oil prices and prices of copper and maize. The commodity price data used consist of average monthly prices of each...

Persistent link: https://www.econbiz.de/10012668157